Numerical methods for simulation of stochastic differential equations

Numerical solutions of neutral stochastic functional differential equations with Markovian switching Hu et al Advances in Difference Equations (2019) 2019 81 https //doi org/10

On the oscillation of Hadamard fractional differential equations Abdalla and Abdeljawad Advances in Difference Equations (2018) 2018 409 https //doi org/10 1186/s13662 018 1870 x R E S E

Basic theory of initial value problems of conformable fractional differential equations Zhong and Wang Advances in Difference Equations (2018) 2018 321 https //doi org/10 1186/s13662

Positive periodic solutions for third order ordinary differential equations with delay Yang and Chen Advances in Difference Equations (2018) 2018 270 https //doi org/10 1186/s13662 018

Comparison principles for fractional differential equations with the Caputo derivatives Lu and Zhu Advances in Difference Equations (2018) 2018 237 https //doi org/10 1186/s13662 018 1691

Impulsive Hilfer fractional differential equations Ahmed et al Advances in Difference Equations (2018) 2018 226 https //doi org/10 1186/s13662 018 1679 7 R E S E A R C H Open

Controllability of a stochastic functional differential equation driven by a fractional Brownian motion Han and Yan Advances in Difference Equations (2018) 2018 104 https //doi

Fractional differential equations for the generalized Mittag Leffler function Agarwal et al Advances in Difference Equations (2018) 2018 58 https //doi org/10 1186/s13662 018 1500 7 R E S